Describe the solution you'd like
In the Options window (Regional tab), the "Current currency" drop-down should be disabled ("grayed out") if you are in the main menu.

Why?
The main menu and its background scene does not display currency anywhere. Changing this option therefore has no effect, as it does not carry over to new nor loaded games/scenarios.

Additional context
This drop-down is also already disabled if you enable always use preferred currency.

Additional context 2